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Large deviations for Hilbert space valued Wiener processes: a sequence space approach

Please always quote using this URN:urn:nbn:de:0296-matheon-10474
  • Ciesielski’s isomorphism between the space of $\alpha$� -Hölder continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

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Metadaten
Author:Andreas Andresen, Peter Imkeller, Nicolas Perkowski
URN:urn:nbn:de:0296-matheon-10474
Referee:Dirk Becherer
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2012/01/31
Release Date:2012/01/31
Institute:Humboldt-Universität zu Berlin
MSC-Classification:60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J65 Brownian motion [See also 58J65]
Preprint Number:910
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